+26.2%
KLAC vs MTSI
+59.5%
-33.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.5% |
| 7D | -5.7% | -10.7% | +5.0% | +0.6% |
| 30D | -27.6% | -29.0% | +1.4% | -12.7% |
| 3M | -23.3% | -14.7% | -8.6% | -19.6% |
| 6M | -12.4% | -20.1% | +7.7% | +1.6% |
| YTD | +23.7% | +36.1% | -12.4% | +13.8% |
| 1Y | +26.2% | +61.7% | -35.6% | +9.4% |
| All | +26.2% | +59.5% | -33.3% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling